+849.2%
PSCT vs SPY
+765.1%
+84.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -5.0% | +0.1% | -5.1% | -5.0% |
| 3M | -10.6% | +2.0% | -12.6% | -12.2% |
| 6M | +25.1% | +13.0% | +12.1% | +9.0% |
| YTD | +38.3% | +13.5% | +24.8% | +20.1% |
| 1Y | +60.5% | +20.0% | +40.5% | +31.4% |
| 3Y | +63.5% | +77.2% | -13.7% | -13.6% |
| 5Y | +57.9% | +81.9% | -24.0% | -18.4% |
| 10Y | +278.9% | +314.1% | -35.2% | -23.9% |
| All | +849.2% | +765.1% | +84.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling